+445.3%
MP vs SW
+82.2%
+363.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.2% |
| 7D | -2.9% | -5.1% | +2.2% | -2.1% |
| 30D | +13.8% | -4.6% | +18.4% | +14.7% |
| 3M | -16.7% | +9.4% | -26.1% | -18.1% |
| 6M | -11.5% | +3.5% | -15.0% | -12.5% |
| YTD | +7.9% | +22.0% | -14.1% | +4.0% |
| 1Y | -15.0% | +2.2% | -17.2% | -16.4% |
| 3Y | +153.5% | +19.6% | +133.9% | +141.6% |
| 5Y | +58.7% | -2.3% | +61.0% | +46.6% |
| All | +445.3% | +82.2% | +363.1% | +397.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling